Report NEP-CBA-2011-11-07

This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Alexander Mihailov issued this report. It is usually issued weekly.

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Other reports in NEP-CBA

The following items were announced in this report:

• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Pricing Based on Heterogeneous Information," NBER Working Papers 17548, National Bureau of Economic Research, Inc.
• Elisa Faraglia & Albert Marcet & Andrew Scott, 2011. "In Search of a Theory of Debt Management," CEP Discussion Papers dp1083, Centre for Economic Performance, LSE.
• Linda S. Goldberg, 2011. "The international role of the dollar: Does it matter if this changes?," Staff Reports 522, Federal Reserve Bank of New York.
• Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
• Ignazio Angeloni & André Sapir, 2011. "The international monetary system is changing- what opportunities and risks for the euro?," Working Papers 632, Bruegel.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2011. "Supply-Side Policies and the Zero Lower Bound," NBER Working Papers 17543, National Bureau of Economic Research, Inc.
• Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2011. "Supply-side policies and the zero lower bound," Working Papers 11-47, Federal Reserve Bank of Philadelphia.
• Leo Krippner, 2011. "Modifying Gaussian term structure models when interest rates are near the zero lower bound," CAMA Working Papers 2011-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Marco Del Negro & Gauti B. Eggertsson & Andrea Ferrero & Nobuhiro Kiyotaki, 2011. "The great escape? A quantitative evaluation of the Fed’s liquidity facilities," Staff Reports 520, Federal Reserve Bank of New York.
• Pesaran, M.H. & Pick, A. & Pranovich, M., 2011. "Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)," Cambridge Working Papers in Economics 1163, Faculty of Economics, University of Cambridge.
• Kenneth Beauchemin & Saeed Zaman, 2011. "A medium scale forecasting model for monetary policy," Working Papers (Old Series) 1128, Federal Reserve Bank of Cleveland.
• Piotr Białowolski, 2011. "Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor," NBP Working Papers 100, Narodowy Bank Polski.
• Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate," Dundee Discussion Papers in Economics 260, Economic Studies, University of Dundee.
• Item repec:dgr:eureir:1765026660 is not listed on IDEAS anymore

• Tierney, Heather L.R., 2011. "Forecasting and tracking real-time data revisions in inflation persistence," MPRA Paper 34439, University Library of Munich, Germany.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity and the threat of fraudulent assets," Working Papers (Old Series) 1124, Federal Reserve Bank of Cleveland.
• Elmar Mertens, 2011. "Measuring the level and uncertainty of trend inflation," Finance and Economics Discussion Series 2011-42, Board of Governors of the Federal Reserve System (U.S.).
• Xisong Jin & Francisco Nadal de Simone, 2011. "Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools," BCL working papers 65, Central Bank of Luxembourg.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper 34461, University Library of Munich, Germany, revised Sep 2011.
• João Rebelo Barbosa & Rui Henrique Alves, 2011. "Divergent competitiveness in the eurozone and the optimum currency area theory," FEP Working Papers 436, Universidade do Porto, Faculdade de Economia do Porto.
• Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011. "U.S. monetary-policy evolution and U.S. intervention," Working Papers (Old Series) 1127, Federal Reserve Bank of Cleveland.
• Polito, Vito & Spencer, Peter, 2011. "UK Macroeconomic Volatility and the Welfare Costs of Inflation," Cardiff Economics Working Papers E2011/23, Cardiff University, Cardiff Business School, Economics Section.
• Marek Rusnak & Tomas Havranek & Roman Horvath, 2011. "How to Solve the Price Puzzle? A Meta-Analysis," CERGE-EI Working Papers wp446, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Todd Keister & Vijay Narasiman, 2011. "Expectations versus fundamentals: does the cause of banking panics matter for prudential policy?," Staff Reports 519, Federal Reserve Bank of New York.
• D.A. Kendrick & H.M. Amman, 2011. "A Taylor Rule for Fiscal Policy," Working Papers 11-17, Utrecht School of Economics.
• Jacopo Cimadomo, 2011. "Real-Time Data and Fiscal Policy Analysis: a Survey of the Literature," Working Papers 2011-20, CEPII research center.
• Paulo Esteves, 2011. "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers w201129, Banco de Portugal, Economics and Research Department.
• Sofia Bauducco & Francesco Caprioli, 2011. "Optimal Fiscal Policy in a Small Open Economy with Limited Commitment," Working Papers Central Bank of Chile 644, Central Bank of Chile.
• Barthélemy, J. & Marx, M., 2011. "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers 347, Banque de France.
• Bunn, Philip & Ellis, Colin, 2011. "How do individual UK consumer prices behave?," Bank of England working papers 438, Bank of England.
• Mumtaz, Haroon, 2011. "Estimating the impact of the volatility of shocks: a structural VAR approach," Bank of England working papers 437, Bank of England.
• Dungey, Mardi & Tugrul Vehbi, M, 2011. "A SVECM Model of the UK Economy and The Term Premium," Working Papers 11610, University of Tasmania, Tasmanian School of Business and Economics.
• Philippe Bergevin & Colin Busby, 2011. "Core, What is it Good For? Why the Bank of Canada Should Focus on Headline Inflation," e-briefs 124, C.D. Howe Institute.
• Marcelo Rezende, 2011. "How do joint supervisors examine financial institutions? the case of state banks," Finance and Economics Discussion Series 2011-43, Board of Governors of the Federal Reserve System (U.S.).
• Pierluigi Bologna, 2011. "Is there a role for funding in explaining recent US bank failures?," Questioni di Economia e Finanza (Occasional Papers) 103, Bank of Italy, Economic Research and International Relations Area.
• Mei Dong & Janet Hua Jiang, 2011. "Money and Price Posting under Private Information," Staff Working Papers 11-22, Bank of Canada.
• Thai-Ha LE & Youngho CHANG, 2011. "Oil and Gold Prices: Correlation or Causation?," Economic Growth Centre Working Paper Series 1102, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011. "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers 2011-10, Christian-Albrechts-University of Kiel, Department of Economics.
• Gregor Semieniuk & Till van Treeck & Achim Truger, 2011. "Reducing Economic Imbalances in the Euro Area: Some Remarks on the Current Stability Programs, 2011–14," Economics Working Paper Archive wp_694, Levy Economics Institute.
• Hatcher, Michael, 2011. "Time-varying volatility, precautionary saving and monetary policy," Bank of England working papers 440, Bank of England.
• José Simão Filho & Helder Ferreira deMendonça, 2011. "Dimensions of centralbank transparency and monetary policy," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 42, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Sell, Friedrich L. & Sauer, Beate, 2011. "A further view on current account, capital account and Target2 balances: Assessing the effect on capital structure and economic welfare," Working Papers in Economics 2011,2, Bundeswehr University Munich, Economic Research Group.
• Flávio Augusto Corrêa Basilio & JoséLuis da Costa Oreiro, 2011. "Stability Analysis ofDifferent Monetary Policy Rules for a Macroeconomic Model withEndogenous Money and Credit Channel," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 44, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Alex Luiz Ferreira, 2011. "Monetary Policy,Fundamentals and Risk in Brazil," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 55, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Antonio Alberto Mazali & José Angelo Divino, 2011. "Real Wage Rigidity andthe New Phillips Curve: the Brazilian Case," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 38, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
• Carlos J. García & Andrés Sagner, 2011. "Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile," Working Papers Central Bank of Chile 645, Central Bank of Chile.